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F_k[P_N(k)](x)=F_k[exp(-N|k|^beta)](x), where F is the Fourier transform of the probability P_N(k) for N-step addition of random variables. Lévy showed that beta in (0,2) for ...

The ratio X_1/X_2 of uniform variates X_1 and X_2 on the interval [0,1] can be found directly as P_(X_1/X_2)(u) = int_0^1int_0^1delta((x_1)/(x_2)-u)dx_1dx_2 (1) = ...

Baillie and Wagstaff (1980) and Pomerance et al. (1980, Pomerance 1984) proposed a test (or rather a related set of tests) based on a combination of strong pseudoprimes and ...

A differential-algebraic equation (DAE) is a type of differential equation in which the derivatives are not (in general) expressed explicitly, and typically derivatives of ...

Let the multiples m, 2m, ..., [(p-1)/2]m of an integer such that pm be taken. If there are an even number r of least positive residues mod p of these numbers >p/2, then m is ...

A Hessenberg decomposition is a matrix decomposition of a matrix A into a unitary matrix P and a Hessenberg matrix H such that PHP^(H)=A, where P^(H) denotes the conjugate ...

A stochastic approximation method that functions by placing conditions on iterative step sizes and whose convergence is guaranteed under mild conditions. However, the method ...

Term rewriting systems are reduction systems in which rewrite rules apply to terms. Terms are built up from variables and constants using function symbols (or operations). ...

A continuous-time stochastic process W(t) for t>=0 with W(0)=0 and such that the increment W(t)-W(s) is Gaussian with mean 0 and variance t-s for any 0<=s<t, and increments ...

A uniform distribution, sometimes also known as a rectangular distribution, is a distribution that has constant probability. The probability density function and cumulative ...